EXTENSIONS TO THEORY OF TIME SERIES ANALYSIS.

Abstract

We consider a stationary stochastic process (X (sub t): t = 0,1,...) based upon the presence of weather regimes in which the regime indices (K (sub t): t = 0,1,...) form a finite-state stationary ergodic (first-order) Markov chain. The probabilistic problem was considered in previous reports. Here, we now consider the problem of estimating the transition matrix P = (p (sug ij): 1 < or = i,j < or = N) when N and the finite-dimensional joint distribution functions of the X-process are known. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1966
Accession Number
AD0485857

Entities

People

  • Rolf Adenstedt
  • Walter F. Freiberger

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Distribution Functions
  • Markov Chains
  • Mathematics
  • Probability
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • Time Series Analysis
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science/Meteorology
  • Mathematical Modeling and Probability Theory.